Linear Programming Part 2 Topics Logic of the Simplex Method LP Maximization Model Using Simplex Method LP Minimization Model Using Simplex Method Learning Outcomes + Discuss the logic of the simplex method. Create a simplex table and describe its components, Solve problems using the simplex method. Introduction The simplex method was first developed in 1947 by G.B. Dantzig together with US Department Of the Airforce members. It is an iterative technique for solving more unknown variables that are geometrically difficult to plot in a graph. In the graphical solution procedure, the search for the optimal solution is confined to the comer Points within the feasible area. While for the simplex method, the search starts at the comer where all the unknowns are in zeros and then goes around the area from one comer to another. Then, the value of the objective function always increases for maximization problems and always decreases in the case of minimization problems until the best comer is identified Lesson 6.1 Logic of Simplex Method Figure 641 presents the flowchart for LP maximization mode! only. The LP minimization model's solution is slightly different from the maximization modelee Set up the > iniial tableau Negative values | Solution is inthe lastrow? |———>| “opti ei gn Identify the pivot column, g Poste vatiesin [Noite soko d the test ratios? is possible. a a Identity the pivotal row. ee Prepare new tableau. Figure 6.1. Simplex Method Flowchart Following are the steps in solving LP maximization model using the simplex method: Step 1. Set the LP problem by determining the unknown variables, objective function, and constraints. Step 2. Add the necessary slack variables, Slack variables are variables added to constraints in order to translate them into a linear form. Step 3. Prepare the initial tableau, Step 4. Assess the tableau if the solution is already maximal. Otherwise, proceed to step 5. Step 5. Calculate another simplex tableau: choose the pivot columns and find the pivot row and pivot entry. Step 6. Procéed to step 4, MANAGEMENT SCIENCE The sim or row operat tableau is at right-hand-sic © capacities ic solution, The pivo alue in the las contains th his calcul © elements in The pivo d pivot colur simplex tableau Lesson 6.2: LP Maximizatic The exam lem present Lovely En 10m slipper | Rube | Bedi The store ¢ por hours are ours daily. TI will be prodThe simplex method is done by iteration, which refers to a sequence of steps or row operations in order to move one feasible solution to another. A simplex tableau is a table that keeps track of the calculations for the simplex method. The right-hand-side (RHS) is at the rightmost column of a simplex tableau that indicates the capacities or requirements. The basic variables are variables considered in a basic solution. The pivot column in a maximization problem should have the lowest negative value in the last row. On the other hand, the pivot row is a row in the simplex tableau that contains the basic variable that will go out of the solution. A test ratio is conducted, which is calculated by dividing the RHS by the IE. The intersectional elements are the elements in the pivot column. The pivot is the element in the simplex tableau located both in the pivot row and pivot column. The test ratio will always yield a positive number. If there is a negative number and infinity in a row, it will not be considered a pivot row. Once the test ratio has been employed, the smallest positive number is chosen. there will be two candidates, any one is acceptable. Pivoting is the process of moving from one simplex tableau to the next. Lesson 6.2: LP Maximization Model Using Simplex Method The example for the maximization model using simplex method is the same problem presented in Lesson 5.3, Lovely Enterprise manufactures two types of slippers: rubber flip-flops and bedroom slippers. The profitability, imitations on machine, labor, and sales are listed below: Machine | Labor Profit Rubberfiip-fiops | 25hours | 2hours | P50 | Bedroom slippers | 2 hours hour 150 The store can only sell a maximum of 10 pairs per day of bedroom slippers. Labor hours are limited to 30 hours of labor a day, while the machine time has only 40 hours daily. The owner of Lovely Enterprise wants to decide on how many pairs of each will be produced every day in order to achieve the highest level of profit CHAPTER 6 LINEAR PROGRAMMING PART 2Solution: 1. The objective function and the constraints. Maximize P = 150x,+ 140x, Subject to: 2.5x, + 2x, < 40 (machine time constraint) 2x, + 1x, 30 (labor constraint) 1x, 10 (marketing constraint) X,2 0 (non-negativity constraint) x, 20 (non-negativity constraint) 2. Convert the LP problem to linear equations: Let us add S, as.the slack variables: 2.5%, +2x, +8, =40 1st constraint 2x, +1x, +8,=30 2nd constraint Apply t 1x, +8. 8rd constraint aus ~150x,~ 140x, +P =0 Objective function It can also be written as: 2.5%, +2x,+S,+8,+5,+0P=40 1st constraint 2x, + 1x, +S,+8,+8,+0P=30 2nd constraint 1x, +8,+8,+8,+0P=10 3rd constraint ~150x,—140x,+S,+S,+ §,+P=0 Objective function MANAGEMENT SCIENCE3. Setup the initial tableau. s, RHS: S/S. olo 1st constraint i[ofo| "2nd constraint _| o|4 2nd constraint 3rd.constraint | 0 Objective function 1 0 0 4. — Select the pivot column that has the most negative entry at the bottom row. Column x, is the pivot column {BV x, |S, RHS | 0 [o| 40/0 | e 30_| 2nd constraint 1 abe Ba TOS eee | 1 10 | 3rd constraint | ‘Objective function S, 2 [ilol 40 | istconstraint 1] o| 0 Pivot Column ’ Apply the test ratio (RHS divided by IE). The row with the smallest positive quotient is the pivot row. S, |S, | P_|RHS| Test Ri oo fo | 4 o | o | 30 mon coke E aon 10+0 permissible -150 | -140 nr aan Pivot Pivot Row 6 LINEAR PROGRAMMING PART 2Before we proceed to the next steps, let us know the other parts of the simplex tableau: Compute Inthis ce _— Entering Variable replacing si | & | P 1 0 0 o> Compute remainin Leaving Variable Intersectional Elements Proceed to the succeeding steps. Tableau 1 BV] S| 25 S| 2 Ss [0 P Take note of the following m| *— Tableau Number n< Row Number Replacing/Remaining Row Pm +— Tableau Number + 1 +— Row Number 56 MANAGEMENT SCIENCECompute the entries in the replacing row by dividing all values by the pivot. In this case, the pivot is 2. pivot row = pivot (2, 1, 0, 1, 0, 0, 30) +2 (1, 0.50, 0, 0.50, 0, 0, 15) Compute the new entries for the rest of the rows. remaining row = previous row ~ (intersectional element x replacing row) R2=R'-25R2 R= (2.5, 2, 1, 0, 0, 0, 40) - (2.5) (1, 0.50, 0, 0.50, 0, 0, 15) Rs (25, 2, 1, 0, 0, 0, 40) — (2.5, 1.25, 0, 1.25, 0, 0, 37.5) RZ= (0, 0.75, 1, -1.25, 0, 0, 2.5) R?=R,'-0R? R,*= (0, 1, 0, 0, 1, 0, 10) ~ (0) (1, 0.50, 0, 0.50, 0, 0, 15) R,*= (0, 1, 0, 0, 1, 0, 10) -(0, 0, 0, 0, 0, 0, 0) R= (0, 1, 0,0, 1, 0, 10) Re =R,' + 150R7 R= (-150, -140, 0, 0, 0, 1, 0) + (150) (1, 0.50, 0, 0.50, 0, 0, 15) R= (-150, -140, 0, 0, 0, 1, 0) + (150, 75, 0, 75, 0, 0, 2,250) R= (0, -65, 0, 75, 0, 1, 2,250) Enter the new elements in Tableau 2. Tableau 2 set | RHS | 25 15 10 | [2,250 Re RY CHAPTER 6 LINEAR PROGRAMMING PART2 57twill be noticed that the pivot changed to 1, and the rest of the elements in the pivot column changed to zeros. The last row has a negative value, which means the process has to return to step 4. Steps 4-5. Select the pivot column, pivot row, and pivot. Tableau 2 Bvi x, | x, |S,| s, |S, | P| RHS| TestRatio s, [0 [ors | 1 [+25] 0 | 0 | 25 |25+0.75-3.33| x, | 1 [050 [0 [oso] o | o | 15 | s, [0 o [1] 0] 40 P[o 75 | 0 | 0 [2,250 Steps 6-7. Tableau 2 P Bv | x, |x 1S] S| 8, | P | RHS S, | 0 [075 | 1 [-1.25 oes res Re x, | 1 [oso [0 [osolo | o [ 15°] <+— Re Sie | ates | LO OO WR AC tea P| o | | o | 7 {o | o |2250| <— pe replacing row = pivot row + pivot R2+P?2 0, 0.75, 1, -1.25, 0, 0, 2.5) +0.75 (0, 1, 1.83, -1.67, 0, 0, 3.33) remaining row = previous row — (intersectional element x replacing row) R2-0.50R,° 1, 0.50, 0, 0.50, 0, 0, 15) — (0.80) (0, 1, 1.33, -1.66, 0, 0, 3.33) 1, 0.50, 0, 0.50, 0, 0, 15) — (0, 0.50, 0.67, -0.83, 0, 0, 1.67) R,°= (1, 0, -0.67, 1.33, 0, 0, 13.33) 58 MANAGEMENT SCIENCE (0, 0, 86.6; iter new value esl] el a be Steps 4-5. SeleRg-1R? (0, 1, 0, 0, 1, 0, 10) ~ (1) (0, 1, 1.33, -1.66, 0, 0, 3.33) (0, 1, 0, 0, 1, 0, 10) - (0, 1, 1.33, -1.66, 0, 0, 3.33) R= (0.0, -1.33, 1.67, 1, 0, 6.67) 12+ 65R? (0, -85, 0, 75, 0, 0, 2,250) + (65) (0, 1, 1.33, -1.66, 0, 0, 3.33) 0, -85, 0, 75, 0, 0, 2,250) + (0, 65, 86.66, -108.33, 0, 0, 216.67) (0, 0, 86.67, -33.33, 0, 0, 24, 66.67) Enter new values in Tableau 3. Tableau 3 Steps 4-5. Select the pivot column, pivot row, and pivot. ee [P [_RHS | Test Ratio 3.93 [3382-167 =-2 oe 43.33 [13.33 + 1 [0 | 667 |667+-1.67= [0 | 2,466.67 | Tableau 3 RHS Seo et) {ess 667 | + 2,466.67| + CHAPTER 6 LINEAR PROGRAMMING PART 2